The Nobel Memorial Prize for Robert F. Engle



CFS Working Paper Series:

No.Author(s)Title

2003/47 Romain Bouis


2003/48 Martin D. Dietz


2004/01 Ivica Dus

Raimond Maurer

Olivia S. Mitchell

2004/02 Tereza Tykvova

Uwe Walz

2004/03 Marc Escrihuela-Villar


IPOs Cycle and Investment in High-Tech
Industries

Screening and Advising by a Venture Capitalist
with a Time Constraint

Betting on Death and Capital Markets in
Retirement: A Shortfall Risk Analysis of Life
Annuities versus Phased Withdrawal Plans

Are IPOs of Different VCs Different?

2004/04 Ester Faia

Tommaso Monacelli

2004/05 Uwe Wals

Douglas Cumming

2004/06 Dorothea Schafer

Axel Werwatz

Volker Zimmermann

2004/07 Michael W. Brandt

Francis X. Diebold

2004/08 Peter F. Christoffersen

Francis X. Diebold

2004/09 Francis X. Diebold

Canlin Li


Innovation and Market Concentration with

Asymmetric Firms

Ramsey Monetary Policy and International

Relative Prices

Private Equity Returns and Disclosure around the
World

The Determinants of Debt and (Private-) Equity
Financing in Young Innovative SMEs: Evidence
from Germany

A No-Arbitrage Approach to Range-Based
Estimation of Return Covariances and
Correlations

Financial Asset Returns, Direction-of-Change

Forecasting, and Volatility Dynamics

Forecasting the Term Structure of Government
Bond Yields

Copies of working papers can be downloaded at http://www.ifk-cfs.de



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